{"id":17180,"date":"2011-12-02T23:58:18","date_gmt":"2011-12-03T03:58:18","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=17180"},"modified":"2011-12-02T23:58:18","modified_gmt":"2011-12-03T03:58:18","slug":"december-1-2011","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=17180","title":{"rendered":"December 1, 2011"},"content":{"rendered":"<p>Sorry this is so late, folks!<\/p>\n<table border='1'>\n<tr>\n<td colspan='8'><strong>HIMIPref&trade; Preferred Indices<br \/>These values reflect the December 2008 revision of the HIMIPref&trade; Indices<\/strong><br \/>Values are provisional and are finalized monthly<\/td>\n<\/tr>\n<tr>\n<td>Index<\/td>\n<td>Mean<br \/>Current<br \/>Yield<br \/>(at bid)<\/td>\n<td>Median<br \/>YTW<\/td>\n<td>Median<br \/>Average<br \/>Trading<br \/>Value<\/td>\n<td>Median<br \/>Mod Dur<br \/>(YTW)<\/td>\n<td>Issues<\/td>\n<td>Day&#8217;s Perf.<\/td>\n<td>Index Value<\/td>\n<\/tr>\n<tr>\n<td>Ratchet<\/td>\n<td>0.00 %<\/td>\n<td>0.00 %<\/td>\n<td>0<\/td>\n<td>0.00<\/td>\n<td>0<\/td>\n<td>-0.3011 %<\/td>\n<td>2,089.1<\/td>\n<\/tr>\n<tr>\n<td>FixedFloater<\/td>\n<td>4.92 %<\/td>\n<td>4.66 %<\/td>\n<td>29,261<\/td>\n<td>17.05<\/td>\n<td>1<\/td>\n<td>-1.2781 %<\/td>\n<td>3,132.4<\/td>\n<\/tr>\n<tr>\n<td>Floater<\/td>\n<td>3.17 %<\/td>\n<td>3.43 %<\/td>\n<td>65,803<\/td>\n<td>18.61<\/td>\n<td>3<\/td>\n<td>-0.3011 %<\/td>\n<td>2,255.7<\/td>\n<\/tr>\n<tr>\n<td>OpRet<\/td>\n<td>4.90 %<\/td>\n<td>1.00 %<\/td>\n<td>52,320<\/td>\n<td>1.45<\/td>\n<td>6<\/td>\n<td>-0.0895 %<\/td>\n<td>2,477.0<\/td>\n<\/tr>\n<tr>\n<td>SplitShare<\/td>\n<td>5.86 %<\/td>\n<td>6.67 %<\/td>\n<td>58,609<\/td>\n<td>5.14<\/td>\n<td>3<\/td>\n<td>-0.3690 %<\/td>\n<td>2,505.7<\/td>\n<\/tr>\n<tr>\n<td>Interest-Bearing<\/td>\n<td>0.00 %<\/td>\n<td>0.00 %<\/td>\n<td>0<\/td>\n<td>0.00<\/td>\n<td>0<\/td>\n<td>-0.0895 %<\/td>\n<td>2,264.9<\/td>\n<\/tr>\n<tr>\n<td>Perpetual-Premium<\/td>\n<td>5.53 %<\/td>\n<td>3.24 %<\/td>\n<td>99,203<\/td>\n<td>1.77<\/td>\n<td>18<\/td>\n<td>0.0229 %<\/td>\n<td>2,155.1<\/td>\n<\/tr>\n<tr>\n<td>Perpetual-Discount<\/td>\n<td>5.26 %<\/td>\n<td>5.20 %<\/td>\n<td>109,363<\/td>\n<td>15.05<\/td>\n<td>12<\/td>\n<td>0.1146 %<\/td>\n<td>2,296.4<\/td>\n<\/tr>\n<tr>\n<td>FixedReset<\/td>\n<td>5.12 %<\/td>\n<td>3.13 %<\/td>\n<td>218,702<\/td>\n<td>2.45<\/td>\n<td>63<\/td>\n<td>-0.0482 %<\/td>\n<td>2,336.9<\/td>\n<\/tr>\n<tr>\n<td>Deemed-Retractible<\/td>\n<td>5.06 %<\/td>\n<td>4.46 %<\/td>\n<td>192,643<\/td>\n<td>3.84<\/td>\n<td>46<\/td>\n<td>0.0184 %<\/td>\n<td>2,216.7<\/td>\n<\/tr>\n<\/table>\n<table border='1'>\n<tr>\n<td colspan='4'><strong>Performance Highlights<\/strong><\/td>\n<\/tr>\n<tr>\n<td>Issue<\/td>\n<td>Index<\/td>\n<td>Change<\/td>\n<td>Notes<\/td>\n<\/tr>\n<tr>\n<td>IAG.PR.A<\/td>\n<td>Deemed-Retractible<\/td>\n<td>-1.87 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Hard Maturity<br \/>\nMaturity Date\t: 2022-01-31<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 22.05<br \/>\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n<tr>\n<td>SLF.PR.G<\/td>\n<td>FixedReset<\/td>\n<td>-1.72 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Hard Maturity<br \/>\nMaturity Date\t: 2022-01-31<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 22.80<br \/>\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n<tr>\n<td>PWF.PR.M<\/td>\n<td>FixedReset<\/td>\n<td>-1.50 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2014-01-31<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 26.20<br \/>\nBid-YTW : 3.93 %<\/td>\n<\/tr>\n<tr>\n<td>BAM.PR.G<\/td>\n<td>FixedFloater<\/td>\n<td>-1.28 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2041-12-01<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 19.31<br \/>\nBid-YTW : 4.66 %<\/td>\n<\/tr>\n<tr>\n<td>PWF.PR.A<\/td>\n<td>Floater<\/td>\n<td>-1.25 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2041-12-01<br \/>\nMaturity Price  : 19.00<br \/>\nEvaluated at bid price : 19.00<br \/>\nBid-YTW : 2.78 %<\/td>\n<\/tr>\n<tr>\n<td>BNA.PR.D<\/td>\n<td>SplitShare<\/td>\n<td>-1.18 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Hard Maturity<br \/>\nMaturity Date\t: 2014-07-09<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 26.00<br \/>\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n<tr>\n<td>ELF.PR.G<\/td>\n<td>Perpetual-Discount<\/td>\n<td>1.15 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2041-12-01<br \/>\nMaturity Price  : 21.15<br \/>\nEvaluated at bid price : 21.15<br \/>\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n<\/table>\n<table border='1'>\n<tr>\n<td colspan='4'><strong>Volume Highlights<\/strong><\/td>\n<\/tr>\n<tr>\n<td>Issue<\/td>\n<td>Index<\/td>\n<td>Shares<br \/>Traded<\/td>\n<td>Notes<\/td>\n<\/tr>\n<tr>\n<td>RY.PR.I<\/td>\n<td>FixedReset<\/td>\n<td>260,654<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2014-02-24<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 26.05<br \/>\nBid-YTW : 3.10 %<\/td>\n<\/tr>\n<tr>\n<td>MFC.PR.A<\/td>\n<td>OpRet<\/td>\n<td>151,710<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Soft Maturity<br \/>\nMaturity Date\t: 2015-12-18<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 25.01<br \/>\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n<tr>\n<td>BNS.PR.Z<\/td>\n<td>FixedReset<\/td>\n<td>130,940<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Hard Maturity<br \/>\nMaturity Date\t: 2022-01-31<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 25.00<br \/>\nBid-YTW : 3.24 %<\/td>\n<\/tr>\n<tr>\n<td>CM.PR.I<\/td>\n<td>Deemed-Retractible<\/td>\n<td>65,773<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2015-01-31<br \/>\nMaturity Price  : 25.25<br \/>\nEvaluated at bid price : 25.70<br \/>\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n<tr>\n<td>ENB.PR.D<\/td>\n<td>FixedReset<\/td>\n<td>56,101<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2041-12-01<br \/>\nMaturity Price  : 23.14<br \/>\nEvaluated at bid price : 25.13<br \/>\nBid-YTW : 3.73 %<\/td>\n<\/tr>\n<tr>\n<td>RY.PR.E<\/td>\n<td>Deemed-Retractible<\/td>\n<td>54,008<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2016-02-24<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 25.05<br \/>\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n<tr>\n<td colspan='4'>There were 30 other index-included issues trading in excess of 10,000 shares.<\/td>\n<\/tr>\n<\/table>\n<table border='1'>\n<tr>\n<td colspan='3'><strong>Wide Spread Highlights<\/strong><\/td>\n<\/tr>\n<tr>\n<td>Issue<\/td>\n<td>Index<\/td>\n<td>Quote Data and Yield Notes<\/td>\n<\/tr>\n<tr>\n<td>GWO.PR.L<\/td>\n<td>Deemed-Retractible<\/td>\n<td>Quote: 25.45 &#8211; 25.90<br \/>\nSpot Rate  :  0.4500<br \/>\nAverage  :  0.3082<\/p>\n<p>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2017-12-31<br \/>\nMaturity Price  : 25.25<br \/>\nEvaluated at bid price : 25.45<br \/>\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n<tr>\n<td>PWF.PR.M<\/td>\n<td>FixedReset<\/td>\n<td>Quote: 26.20 &#8211; 26.59<br \/>\nSpot Rate  :  0.3900<br \/>\nAverage  :  0.2561<\/p>\n<p>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2014-01-31<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 26.20<br \/>\nBid-YTW : 3.93 %<\/td>\n<\/tr>\n<tr>\n<td>TD.PR.R<\/td>\n<td>Deemed-Retractible<\/td>\n<td>Quote: 27.02 &#8211; 27.34<br \/>\nSpot Rate  :  0.3200<br \/>\nAverage  :  0.1963<\/p>\n<p>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2013-04-30<br \/>\nMaturity Price  : 26.00<br \/>\nEvaluated at bid price : 27.02<br \/>\nBid-YTW : 2.86 %<\/td>\n<\/tr>\n<tr>\n<td>PWF.PR.A<\/td>\n<td>Floater<\/td>\n<td>Quote: 19.00 &#8211; 20.48<br \/>\nSpot Rate  :  1.4800<br \/>\nAverage  :  1.3616<\/p>\n<p>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2041-12-01<br \/>\nMaturity Price  : 19.00<br \/>\nEvaluated at bid price : 19.00<br \/>\nBid-YTW : 2.78 %<\/td>\n<\/tr>\n<tr>\n<td>BAM.PR.H<\/td>\n<td>OpRet<\/td>\n<td>Quote: 25.50 &#8211; 25.73<br \/>\nSpot Rate  :  0.2300<br \/>\nAverage  :  0.1455<\/p>\n<p>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2011-12-31<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 25.50<br \/>\nBid-YTW : -6.44 %<\/td>\n<\/tr>\n<tr>\n<td>GWO.PR.I<\/td>\n<td>Deemed-Retractible<\/td>\n<td>Quote: 22.52 &#8211; 22.88<br \/>\nSpot Rate  :  0.3600<br \/>\nAverage  :  0.2792<\/p>\n<p>YTW SCENARIO<br \/>\nMaturity Type   : Hard Maturity<br \/>\nMaturity Date\t: 2022-01-31<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 22.52<br \/>\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"<p>Sorry this is so late, folks! HIMIPref&trade; Preferred IndicesThese values reflect the December 2008 revision of the HIMIPref&trade; IndicesValues are provisional and are finalized monthly Index MeanCurrentYield(at bid) MedianYTW MedianAverageTradingValue MedianMod Dur(YTW) Issues Day&#8217;s Perf. &hellip;<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[15],"tags":[],"class_list":["post-17180","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/17180","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=17180"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/17180\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=17180"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=17180"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=17180"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}